Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588002.1959 | 604740.8239 | -16738.6281 | -3617.3422 | 354742.783 | -358360.1251 |
Total P&L (%) | 588.0022 | 604.7408 | -16.7386 | -3.6173 | 354.7428 | -358.3601 |
Avg Daily Profit (%) | 0.3184 | 0.3274 | -0.0091 | -0.002 | 0.082 | 0 |
Buy And Hold Return (%) | 140.1362 | 140.1362 | 140.1362 | 140.1362 | 140.1362 | 140.1362 |
Max Trade Drawdown | -108554 | -131147 | -99450 | -483503 | -509639 | -452572 |
Profit Factor | 2.1143 | 2.8649 | 0.9177 | 0.9982 | 1.3074 | 0.5788 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.0984 | 53.3333 | 54.8387 | 54.0984 | 53.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.7939 | 2.5067 | 0.7558 | 0.847 | 1.1439 | 0.4767 |
Largest Winning Trade | 371192 | 371192 | 38804 | 417871 | 417871 | 123647 |
Largest Losing Trade | -75233 | -75233 | -48868 | -332014 | -332014 | -259218 |
Avg Bars in Trades | 54 | 92 | 17 | 54 | 92 | 17 |
Avg Bars in Winners | 32 | 53 | 13 | 32 | 53 | 13 |
Avg Bars in Losers | 79 | 136 | 22 | 79 | 136 | 22 |
Bars Traded | 3310 | 2767 | 543 | 3310 | 2767 | 543 |
Profit Streak | 115.0337 | 115.0337 | 331.5337 | 115.0337 | 115.0337 | 331.5337 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153093 | 489680 | -578568 | -744893 | -85877 | -578568 |
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{ "first_band": { "type": "bbl", "factors": { "length": 58, "offset": 0, "std": 2.61477 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 85 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 58, "offset": 0, "std": 2.61477 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 85 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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